Title

Wavelet threshold estimation of a regression function with random design

Document Type

Article

Publication Date

1-1-2002

Abstract

The wavelet threshold estimator of a regression function for the random design is constructed. The optimal uniform convergence rate of the estimator in a ball of Besov Space Bps, q is proved under general assumptions. The adaptive wavelet threshold estimator with near-optimal convergence rate in a wide range of Besov scale is also constructed. © 2001 Elsevier Science.

Publication Title

Journal of Multivariate Analysis

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